+118.6%
DVN vs UL
+18.7%
+100.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | +4.5% | -3.4% | +7.9% | +4.8% |
| 30D | +12.0% | +0.5% | +11.5% | +11.9% |
| 3M | +13.4% | +7.2% | +6.2% | +12.4% |
| 6M | +12.1% | -3.1% | +15.2% | +12.7% |
| YTD | +38.8% | -2.7% | +41.5% | +39.4% |
| 1Y | +46.0% | -10.2% | +56.3% | +48.3% |
| 3Y | +9.5% | +20.3% | -10.8% | +4.1% |
| All | +118.6% | +18.7% | +100.0% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling